For the purpose of testing hypotheses concerning parameters of Γ, we wish to have a vector w satisfying (2.14). There is a whole class of such vectors, as we shall see. We are, of course, interested in the vector which gives best testing results, i.e. maximal power. Unfortunately, we did not succeed in translating the maximal power criterion into a manageable optimality criterion for w. Therefore we adopt a criterion based on other considerations.


Residual Vector Individual Rank Well Testing Lower Triangular Matrice Disturbance Estimation 
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Copyright information

© H. E. Stenfert Kroese B.V. 1978

Authors and Affiliations

  • C. Dubbelman
    • 1
  1. 1.Econometric InstituteErasmus University RotterdamNetherlands

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